+507.7%
IREN vs COST
+100.1%
+407.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.0% |
| 7D | -16.0% | +5.0% | -21.0% | -17.0% |
| 30D | -40.5% | +12.8% | -53.4% | -43.0% |
| 3M | -59.4% | +15.2% | -74.6% | -61.6% |
| 6M | -67.1% | +7.4% | -74.5% | -68.0% |
| YTD | -51.9% | +29.0% | -80.9% | -60.7% |
| 1Y | -62.7% | +20.3% | -82.9% | -67.6% |
| 3Y | +507.7% | +99.0% | +408.7% | +244.8% |
| All | +507.7% | +100.1% | +407.6% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling